Force static link to openblas on ci + add lapacke option for lapack

[Zha0q1]

This pr forces static link to libopenblas.a on all pipelines to avoid the name clashing issue (except for windows where visual studio does not support static link to openblas according to this https://github.com/xianyi/OpenBLAS/wiki/How-to-use-OpenBLAS-in-Microsoft-Visual-Studio see bottom). On ubuntu and centos7 we changed from apt get/ yum openblas and lapack to building openblas(blas+lapack) from source. Also we add a flag to support LAPACKE api for non-mkl builds. The original description is below:

In mxnet we wrap lapack functions in c_lapack_api.h so that we hide the differences in the underlying blas/lapack libraries such as mkl, openblas, atlas, and accelerate.

For mkl we use/wrap the LAPACKE (https://www.netlib.org/lapack/lapacke.html) c interfaces which are the cleanest. For the rest of the libraries we wrap the old CLAPACK interfaces.

Openblas is by default built with lapack support and the binary will contain a full set of LAPACKE functions. Thus this poc adds a build option with which we can use the LAPACKE apis even for openblas.

This change will make ilp64 blas/lapack support easier as now we have the same wrapping logic or both mkl and openblas with USE_LAPACKE_INTERFACE = ON. Support for ilp64 mkl #19067 will automatically mean support for ilp64 openblas.

Known issue: linux distros ship openblas binaries WITHOUT lapack so this option can only work if we build openblas from source. This is not a problem for our mxnet binary distributions as we always use our own openblas build there. However, For users building mxnet from source they must be advised against using this option unless they also build openblas from source

[mxnet-bot]

Hey @Zha0q1 , Thanks for submitting the PR
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[Zha0q1]

@mxnet-bot run ci [centos-cpu]

[mxnet-bot]

Jenkins CI successfully triggered : [centos-cpu]

[leezu]

Thank you for spending the effort to make the feature easy to use!